IEOR 290 Financial Engineering Course Project: Modeling WTI-Brent Spread. Spring 2007
- Compared various statistical models for modeling the spread in crude oil prices with real data for a major investment bank.
- Proposed a new model for pricing options on spread.
| IEOR290presentation.zip |
STAT 241: Statistical Learning Project. Fall 2004.
- Formulated and implemented a modified HMM based algorithm to detect change points of a stochastic process relevant to semiconductor manufacturing.
STAT 251: Stochastic Calculus Project. Spring 2005.
- Surveyed existing literature on credit risk theory and wrote detailed critical reviews of two recent papers in the field.
IEOR 251 Course Project: Competitive Facility Location. Fall 2004
- Analyzed discrete multifacility location problems in the presence of competitive facilities and presented Lagrangian relaxation heuristics to solve them.
- Performance is compared with the optimal solutions derived by mixed integer programs.
| 251project.pdf |
CE 258 Course Project. Fall 2003
- Supply chain analysis of a particular product for a telecommunication company.
- Proposed locations of warehouses and determined inventory policies for both local centers and warehouse
| CE-258presentation.ppt |
B.Tech Project: Reinforcement Learning, Principles and Applications. Spring 2003
| BTPreport.pdf |
